ECMS402 Econometric Models II

6 ECTS - 3-0 Duration (T+A)- 8. Semester- 3 National Credit

Information

Code ECMS402
Name Econometric Models II
Term 2024-2025 Academic Year
Semester 8. Semester
Duration (T+A) 3-0 (T-A) (17 Week)
ECTS 6 ECTS
National Credit 3 National Credit
Teaching Language İngilizce
Level Lisans Dersi
Type Normal
Mode of study Yüz Yüze Öğretim
Catalog Information Coordinator Prof. Dr. KENAN LOPCU
Course Instructor
1 2
Doç. Dr. ÇİLER SİGEZE GÜNEY (A Group) (Ins. in Charge)


Course Goal / Objective

By the end of the course, students are expected to be completely mastered funfamental aspects of theTime Series Models, Univariate; Multivariate Time Series Models and be able to use different modelling methods in this regard.

Course Content

This course is the second of two semesters designed to provide students with the application of economic theory and econometric methods. A detailed overview of the econometric methods will be provided and the applications considered most useful will be presented. Economic inferences will be made with taking into account different data types and advanced estimation methods.

Course Precondition

No Prerequisites

Resources

Gujarathi, D. M. (2022). Gujarati: Basic Econometrics. McGraw-hill. Hamilton, J. D. (2020). Time series analysis. Princeton university press. Cameron, A. C., & Trivedi, P. K. (2010). Microeconometrics using stata (Vol. 2). College Station, TX: Stata press.

Notes

Lecture Notes


Course Learning Outcomes

Order Course Learning Outcomes
LO01 Students grasp the fundamental methods of the Time Series Analysis
LO02 Learn the estimation by using time series data
LO03 Estimate the univariate and multivariate time series models
LO04 Learns the necessary software for the estimation of the relevant time series models.


Relation with Program Learning Outcome

Order Type Program Learning Outcomes Level
PLO01 Bilgi - Kuramsal, Olgusal Explain the basic concepts and theorems in the fields of Econometrics, Statistics and Operations research 3
PLO02 Bilgi - Kuramsal, Olgusal Acquires basic Mathematics, Statistics and Operation Research concepts 4
PLO03 Bilgi - Kuramsal, Olgusal Describes the necessary concepts of Business
PLO04 Beceriler - Bilişsel, Uygulamalı Equipped with the foundations of Economics, and develops Economic models 4
PLO05 Beceriler - Bilişsel, Uygulamalı Models problems with Mathematics, Statistics, and Econometrics 3
PLO06 Beceriler - Bilişsel, Uygulamalı Has the ability to analyze/interpret at the conceptual level to develop solutions to problems 4
PLO07 Beceriler - Bilişsel, Uygulamalı Collects/analyses data 3
PLO08 Bilgi - Kuramsal, Olgusal Interprets the results analyzed with the model 4
PLO09 Beceriler - Bilişsel, Uygulamalı Combines the information obtained from different sources within the framework of academic rules in a field which does not research
PLO10 Beceriler - Bilişsel, Uygulamalı It develops traditional approaches, practices and methods into new working methods when it deems necessary 3
PLO11 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Leads by taking responsibility individually and/or within the team
PLO12 Yetkinlikler - Öğrenme Yetkinliği In addition to herself/himself professional development, constantly improves in scientific, cultural, artistic and social fields in line with interests and abilities 3
PLO13 Yetkinlikler - Öğrenme Yetkinliği Being aware of the necessity of lifelong learning, it follows the current developments in the field / constantly renews itself
PLO14 Yetkinlikler - İletişim ve Sosyal Yetkinlik Uses a package program of Econometrics, Statistics, and Operation Research 4
PLO15 Yetkinlikler - İletişim ve Sosyal Yetkinlik Uses Turkish and at least one other foreign language, academically and in the business context 3
PLO16 Yetkinlikler - İletişim ve Sosyal Yetkinlik Interprets the feelings, thoughts and behaviors of the related persons correctly/expresses himself/herself correctly in written and verbal form 4
PLO17 Yetkinlikler - Alana Özgü Yetkinlik Interprets data on current economic and social issues
PLO18 Yetkinlikler - Alana Özgü Yetkinlik Applies social, scientific and professional ethical values


Week Plan

Week Topic Preparation Methods
1 Time Series Models Readings and problem set Öğretim Yöntemleri:
Anlatım
2 Time Series Models: a Classification 1 Readings and problem set Öğretim Yöntemleri:
Anlatım
3 Time Series Models: a Classification 2 Readings and problem set Öğretim Yöntemleri:
Anlatım, Problem Çözme
4 Univariate Time Series Models 1 Readings and problem set Öğretim Yöntemleri:
Anlatım
5 Univariate Time Series Models 2 Readings and problem set Öğretim Yöntemleri:
Anlatım, Problem Çözme
6 Multivariate Time Series Models 1 Readings and problem set Öğretim Yöntemleri:
Anlatım
7 Multivariate Time Series Models 2 Readings and problem set Öğretim Yöntemleri:
Anlatım, Problem Çözme
8 Mid-Term Exam Ölçme Yöntemleri:
Yazılı Sınav
9 Panel Data Models Readings and problem set Öğretim Yöntemleri:
Anlatım
10 Modelling Time-Varying Volatility 1 Readings and problem set Öğretim Yöntemleri:
Anlatım, Problem Çözme
11 Modelling Time-Varying Volatility 2 Readings and problem set Öğretim Yöntemleri:
Anlatım, Problem Çözme
12 Univariate GARCH Models 1 Readings and problem set Öğretim Yöntemleri:
Anlatım
13 Univariate GARCH Models 2 Readings and problem set Öğretim Yöntemleri:
Anlatım, Problem Çözme
14 Multivariate GARCH Models 1 Readings and problem set Öğretim Yöntemleri:
Anlatım
15 Multivariate GARCH Models 2 Readings and problem set Öğretim Yöntemleri:
Anlatım, Problem Çözme
16 General application problem set Öğretim Yöntemleri:
Alıştırma ve Uygulama
17 Term Exams Ölçme Yöntemleri:
Yazılı Sınav


Student Workload - ECTS

Works Number Time (Hour) Workload (Hour)
Course Related Works
Class Time (Exam weeks are excluded) 14 3 42
Out of Class Study (Preliminary Work, Practice) 14 5 70
Assesment Related Works
Homeworks, Projects, Others 0 0 0
Mid-term Exams (Written, Oral, etc.) 1 15 15
Final Exam 1 30 30
Total Workload (Hour) 157
Total Workload / 25 (h) 6,28
ECTS 6 ECTS

Update Time: 08.05.2024 12:33